Does something like a Join Modifier exist?
This answer comes from a post by the asker on a different forum.
By using the Array modifier with the count set to $1$ (and, optionally, each Offset option disabled), you can use the Caps field to join up to two additional objects.
You may need to fiddle with their positions in order to achieve the ideal effect. If you want to merge overlapping vertices, make sure that Merge is also checked.